+87.4%
AEIS vs WSM
+19.9%
+67.5%
-35.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | WSM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.4% | +2.1% | +0.3% | +1.3% |
| 7D | +3.0% | -3.3% | +6.2% | +4.8% |
| 30D | -14.6% | -8.4% | -6.3% | -10.6% |
| 3M | -12.4% | +9.7% | -22.1% | -17.6% |
| 6M | -15.0% | +16.7% | -31.6% | -23.0% |
| YTD | +34.3% | +28.7% | +5.6% | +13.4% |
| 1Y | +87.4% | +13.7% | +73.7% | +66.9% |
| All | +87.4% | +19.9% | +67.5% | +66.9% |
Cumulative growth
Daily Returns
Daily percentage return beside WSM.
Daily Out/Under-Performance
Portfolio return minus WSM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × WSM return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 1y: compounded portfolio wealth divided by compounded WSM wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
1y analysis · Full analysis span regression · 6 months rolling